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	In this tutorial we implement a correlation-adjusted time-series momentum strategy (TSMOM-CF) that addresses three weaknesses typically found in traditional time-series momentum strategies (TSMOM). Our implementation is based on the paper "Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations" by Nick Baltas and Robert Kosowski. We will also compare TSMOM-CF to the basic momentum strategy implemented in our strategy library - <a href="https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-in-commodities-futures">Momentum Effect in Commodities Futures</a>.
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